Access Statistics for Cesare Robotti

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A note on the estimation of asset pricing models using simple regression betas 0 0 0 74 0 0 1 181
Analytical solution for the constrained Hansen-Jagannathan distance under multivariate ellipticity 0 0 0 12 0 0 1 53
Asset-pricing models and economic risk premia: a decomposition 0 0 0 160 1 1 3 922
Asymptotic variance approximations for invariant estimators in uncertain asset-pricing models 0 0 0 25 0 0 1 63
Chi-squared tests for evaluation and comparison of asset pricing models 0 0 0 21 1 1 4 116
Dynamic strategies, asset pricing models, and the out-of-sample performance of the tangency portfolio 0 0 0 242 1 3 4 1,233
Further results on the limiting distribution of GMM sample moment conditions 0 0 0 34 0 0 1 90
Mimicking portfolios, economic risk premia, and tests of multi-beta models 0 0 1 151 0 2 4 438
Minimum-Variance Kernels and Economic Risk Premia 0 0 0 167 0 0 1 725
Minimum-variance kernels, economic risk premia, and tests of multi-beta models 0 0 0 156 0 0 0 564
Misspecification-robust inference in linear asset pricing models with irrelevant risk factors 0 0 1 36 0 1 3 107
Model comparison using the Hansen-Jagannathan distance 0 0 1 118 0 1 4 337
On the Hansen-Jagannathan distance with a no-arbitrage constraint 0 0 0 33 1 1 2 156
Playing the field: Geomagnetic storms and international stock markets 0 0 1 309 0 2 10 1,158
Pricing model performance and the two-pass cross-sectional regression methodology 0 0 0 153 0 1 1 590
Robust inference in linear asset pricing models 0 0 0 35 0 0 0 66
Specification tests of asset pricing models using excess returns 0 0 0 113 1 3 5 451
Spurious Inference in Unidentified Asset-Pricing Models 0 0 0 0 0 0 1 67
The exact distribution of the Hansen-Jagannathan bound 0 0 0 75 0 0 2 288
The price of inflation and foreign exchange risk in international equity markets 0 0 0 233 0 0 1 997
Too Good to Be True? Fallacies in Evaluating Risk Factor Models 0 0 0 21 0 1 1 63
Total Working Papers 0 0 4 2,168 5 17 50 8,665

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Asset returns and economic risk 0 0 0 45 2 2 4 169
Financial market frictions 0 0 2 117 0 2 12 361
Mimicking Portfolios, Economic Risk Premia, and Tests of Multi-Beta Models 0 0 1 80 3 4 8 213
Model Comparison Using the Hansen-Jagannathan Distance 0 0 0 54 2 2 7 177
Specification tests of asset pricing models using excess returns 0 0 0 63 1 1 5 257
The news in financial asset returns 0 0 0 6 0 0 1 195
Total Journal Articles 0 0 3 365 8 11 37 1,372

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Statistics updated 2025-09-05